You can't tell me the US lacks –

Completed grid:

Across:

1. Wyoming national park managed only wee slot (11) - YELLOWSTONE - ONLYWEESLOT*
9. Florida public housing clerk in Springfield mart (3) - APU - floridA PUblic
10. California city cops regularly dropped somewhere in Southeast Asia (4) - LAOS - LA + (-c)O(-p)S
12. New Mexico inhabitant's article describing love for Christmas song (4) - NOEL - N (New) + EL (Mexico inhabitant's article) describing O (love)
13. South Dakota mountain area in poverty – hotel drowning in bills (5,5) - BLACK HILLS - B(LACK + H)ILLS
14. South Carolina region – endless terror! (5) - SCARE - SC + ARE(-a)
17. Colorado wants what starts seven geographical answers here, and that is disturbing (3) - ADO - (-color)ADO
18. California coastal area's mountains guarded by old nobleman east of Monterey (6,6) - ORANGE COUNTY - O(RANGE)COUNT + (-montere)Y
21. West Virginia retreats given no promise (3) - VOW - W(O)V<
23. California event, one of several hosted in 18 across, with classical art? (6) - OSCARS - S(-everal) hosted in O.C. (Orange County) + ARS (art in Latin)
27. Washington landmark described by Caucasian doctor on TV (5,5) - WHITE HOUSE - WHITE + HOUSE
28. Delaware plantation has to create a new strategy (6) - REPLAN - delawaRE PLANtation
31. Washington concerts finally happened (3) - WAS - WA + (-concert)S
32. California city's headed with bronco that's going wild (7,5) - REDONDO BEACH - HEADEDBRONCO*
34. Michigan's chief attends country club to see Australian runner (3) - EMU - M(-ichigan) attends EU (European Union, a sort of club composed of several countries)
38. Utah institute ultimately led by British savage (5) - BRUTE - BR + UT + (-institut)E
42. North Carolina city's political party takes on debt, I hear (10) - GREENSBORO - GREENS + ~borrow
43. Pennsylvania's once excellent museum initially displayed work of art (4) - POEM P(-ennsylvania's) O(-nce) E(-xcellent) M(-useum)
44. Texas export found beyond southern land (4) - SOIL - S + OIL
45. Georgia retired couple's stern and mature (3) - AGE - GA< + (-coupl)E
46. Rhode Island school is disgusting, shipping student to city on the Mexican border (11) - BROWNSVILLE - BROWN'S VIL(L)E

Down:

1. Vegetables grown in the tropics coming up the fourth of this month (4) - YAMS - (-thi)S MAY<
2. Brazilian politician is fully upset after being interrupted by union leader (4) - LULA - ALL< interrupted by U(-nion)
3. Hide to strike the tragic king (4) - LEAR - LEA(-the)R
4. Weak breaking waves (4) - WAKE - WEAK*
5. Part of Hong Kong that's very fashionable? Not entirely (4) - SOHO - SO HO(-t)
6. Exclusively covering legendary coat (4) - ONLY - ON + L(-egendar)Y
7. Louisiana city associated with Nollywood's #1 director, Christopher (5) - NOLAN - NOLA (New Orleans) + N(-ollywood)
8. Metal ring gifted to partner (5) - ALLOY - ALL(O)Y
11. Almost sick to intercept cry for help for Minutemen kept in these? (5) - SILOS - S(IL(-l))OS
15. Cameron who filmed someone shouting "Show me the money!" in fight inside church (5) - CROWE - C(ROW)E
16. For example, goose's origin (3) - EGG - E.G. + G(-oose) &lit!
18. Up and down | again (4) - OVER - 3def!
19. Arrest in a criminal lair's starting (4) - NAIL - INA* + L(-air)
20. Swimmer's partner has no right (4) - COHO - COHO(-rt)
22. SHIELD agent caught villain in the end (4) - FEND - FE((-villai)N)D
24. Chicago player is on constant amount of sugar (4) - CUBE - CUB + E
25. Once more, perform or write a review? (5) - REACT - ddef
26. Sitting principals in school expecting silence (4) - SESH - S(-chool) E(-xpecting) + SH
29. Europeans beginning to come down mountains (5) - ANDES - (d=>)AN(=>D)es
30. Point preceding King's decline (3) - EBB - E + B.B.
32. Gets note in connection with hot tub toppling over (5) - REAPS - RE + SPA<
33. German artist purred surprisingly when pressure was taken off (5) - DURER - (-p)URRED*
35. Record | group of people with shared characteristics in purposeful destruction (4) - DEMO - 3def!
36. Mysterious writer's accepted works lacking their initial character (4) - ANON - (-c)ANON
37. Egyptian deity is shown on top of its exact copy (4) - ISIS - IS + IS
39. Enterprise counsellor dropping trou, primarily to get bread (4) - ROTI - (t=>)RO(=>T)I
40. Ancient city situated atop a large mountain chain (4) - URAL - UR + A + L
41. Blade is perplexed, not oddly (4) - EPEE - (-p)E(-r)P(-l)E(-x)E(-d)

As for the title,

clue 17 across alludes to the fact that seven of the other across answers start with a color (namely, YELLOWSTONE, BLACK HILLS, ORANGE COUNTY, WHITE HOUSE, REDONDO BEACH, GREENSBORO, and BROWNSVILLE. All of these are also names of locations or attractions in the United States, so you really can't say that the U.S. lacks COLOR!